On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization (Q3392345)
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scientific article; zbMATH DE number 5595243
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| English | On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization |
scientific article; zbMATH DE number 5595243 |
Statements
14 August 2009
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rough paths
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homogenization
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approximation of SDEs by ODEs
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Lévy area
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convergence of stochastic processes
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\(p\)-variation
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0.8688689470291138
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0.746772825717926
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0.7394445538520813
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0.7321105599403381
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